An Exact Bond Option Formula

Author:

JAMSHIDIAN FARSHID

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference8 articles.

1. A Theory of the Term Structure of Interest Rates;Cox;Econometrica,1985

2. On the Term Structure of Interest Rates;Dothan;Journal of Financial and Quantitative Analysis,1982

3. Term Structure Movements and Pricing Interest Rate Contingent Claims;Ho;Journal of Finance,1986

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